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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1286	9.72***
β GARCH Volatility persistence	0.3663	10.37***
γ leverage Additional response to negative shocks	0.2321	6.80***
λ₁ tau intercept Baseline long-term coefficient	0.1022	0.08
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9956	15.52***

V-Lab

TransMedics Group, Inc. MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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